+868.6%
MSFT vs AG
+57.4%
+811.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -1.1% |
| 7D | -1.4% | +4.5% | -5.9% | -1.7% |
| 30D | -1.0% | +12.9% | -13.9% | -2.0% |
| 3M | +20.2% | +20.9% | -0.8% | +18.2% |
| 6M | +21.3% | -19.5% | +40.8% | +22.1% |
| YTD | +2.8% | +24.8% | -22.0% | -0.1% |
| 1Y | 0.0% | +120.2% | -120.3% | -7.1% |
| 3Y | +51.2% | +279.0% | -227.8% | +32.1% |
| 5Y | +71.4% | +67.9% | +3.5% | +55.0% |
| 10Y | +868.6% | +57.5% | +811.1% | +798.1% |
| All | +868.6% | +57.4% | +811.2% | +798.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling